+592.1%
JPM vs PTC
+196.2%
+396.0%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.3% | +3.6% | +1.3% |
| 7D | -0.4% | -13.6% | +13.1% | +3.8% |
| 30D | -1.4% | -14.7% | +13.2% | +2.9% |
| 3M | +13.9% | -5.9% | +19.8% | +14.6% |
| 6M | +23.5% | -21.1% | +44.7% | +30.7% |
| YTD | +11.6% | -26.0% | +37.7% | +20.2% |
| 1Y | +21.4% | -36.8% | +58.2% | +37.1% |
| 3Y | +163.4% | -10.3% | +173.7% | +160.2% |
| 5Y | +152.5% | +1.2% | +151.3% | +134.5% |
| 10Y | +592.1% | +198.3% | +393.8% | +316.0% |
| All | +592.1% | +196.2% | +396.0% | +316.0% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling